Forecansting the term structure of interest rates by the use of Support Vector Regression

Dias, Marina Sequeiros; Lopes, Helio Côrtes Vieira; Vereda, Luciano

by Marina Sequeiros Dias, Helio Côrtes Vieira Lopes, Luciano Vereda

Reference:

Forecansting the term structure of interest rates by the use of Support Vector Regression (Marina Sequeiros Dias, Helio Côrtes Vieira Lopes, Luciano Vereda), In Proceedings of the Third Brazilian Conference on Statistical Modeling in Insurance and Finance, IME-USP, 2007.

Bibtex Entry:

@InProceedings{lopes_publication-205,
  author = 	{Dias, Marina Sequeiros
		and Lopes, Helio C{\^o}rtes Vieira
		and Vereda, Luciano},
  title = 	{Forecansting the term structure of interest rates by the use of Support Vector Regression},
  booktitle = 	{Proceedings of the Third Brazilian Conference on Statistical Modeling in Insurance and Finance},
  year = 	{2007},
  publisher = 	{IME-USP},
  address = 	{S{\~a}o Paulo},
  isbn = 	{8588697122}
}